Doubly robust identification for causal panel data models

نویسندگان

چکیده

Summary We study identification and estimation of causal effects in settings with panel data. Traditionally, researchers follow model-based strategies relying on assumptions governing the relation between potential outcomes observed unobserved confounders. focus a different, complementary approach to identification, where are made about connection treatment assignment Such common cross-section settings, but rarely used introduce different sets that two paths develop double robust approach. propose methods build these strategies.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...

15 صفحه اول

Doubly robust estimation in missing data and causal inference models.

The goal of this article is to construct doubly robust (DR) estimators in ignorable missing data and causal inference models. In a missing data model, an estimator is DR if it remains consistent when either (but not necessarily both) a model for the missingness mechanism or a model for the distribution of the complete data is correctly specified. Because with observational data one can never be...

متن کامل

Robust Priors in Nonlinear Panel Data Models Robust Priors in Nonlinear Panel Data Models

The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for educational or research purposes, including use in course packs. No downloading or copying may be done for any commercial purpose without the explicit permission of the Econometric Society. For such commercial purposes contact the Office of the Econometric Society (contact inf...

متن کامل

Doubly Robust Causal Inference With Complex Parameters

Semiparametric doubly robust methods for causal inference help protect against bias due to model misspecification, while also reducing sensitivity to the curse of dimensionality (e.g., when high-dimensional covariate adjustment is necessary). However, doubly robust methods have not yet been developed in numerous important settings. In particular, standard semiparametric theory mostly only consi...

متن کامل

Stratified doubly robust estimators for the average causal effect.

Suppose we are interested in estimating the average causal effect from an observational study. A doubly robust estimator, which is a hybrid of the outcome regression and propensity score weighting, is more robust than estimators obtained by either of them in the sense that, if at least one of the two models holds, the doubly robust estimator is consistent. However, a doubly robust estimator may...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Econometrics Journal

سال: 2022

ISSN: ['1368-423X', '1367-423X', '1368-4221']

DOI: https://doi.org/10.1093/ectj/utac019